Twin-Boot: Uncertainty-Aware Optimization via Online Two-Sample Bootstrapping
Standard gradient descent methods yield point estimates with no measure of confidence. This limitation is acute in overparameterized and low-data regimes, where models have many parameters relative to available data and can easily overfit. Bootstrapping is a classical statistical framework for uncertainty estimation based on resampling, but naively applying it to deep learning is impractical: it requires training many replicas, produces post-hoc estimates that cannot guide learning, and implicitly assumes comparable optima across runs - an assumption that fails in non-convex landscapes. We introduce Twin-Bootstrap Gradient Descent (Twin-Boot), a resampling-based training procedure that integrates uncertainty estimation into optimization. Two identical models are trained in parallel on independent bootstrap samples, and a periodic mean-reset keeps both trajectories in the same basin so that their divergence reflects local (within-basin) uncertainty. During training, we use this estimate to sample weights in an adaptive, data-driven way, providing regularization that favors flatter solutions. In deep neural networks and complex high-dimensional inverse problems, the approach improves calibration and generalization and yields interpretable uncertainty maps.
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
Fairness Uncertainty Quantification: How certain are you that the model is fair?
Fairness-aware machine learning has garnered significant attention in recent years because of extensive use of machine learning in sensitive applications like judiciary systems. Various heuristics, and optimization frame…
FairnessUncertainty QuantificationUncertainty-Aware Digital Twins: Robust Model Predictive Control using Time-Series Deep Quantile Learning
Digital Twins, virtual replicas of physical systems that enable real-time monitoring, model updates, predictions, and decision-making, present novel avenues for proactive control strategies for autonomous systems. Howeve…
Decision MakingModel Predictive Controlquantile regressionTime Series+1Quantifying and Attributing Submodel Uncertainty in Stochastic Simulation Models and Digital Twins
Stochastic simulation is widely used to study complex systems composed of various interconnected subprocesses, such as input processes, routing and control logic, optimization routines, and data-driven decision modules. …
Microstructure-based Variational Neural Networks for Robust Uncertainty Quantification in Materials Digital Twins
Aleatoric uncertainties - irremovable variability in microstructure morphology, constituent behavior, and processing conditions - pose a major challenge to developing uncertainty-robust digital twins. We introduce the Va…
MURO: Deployment Constrained Reinforcement Learning with Model-based Uncertainty Regularized Batch Optimization
In many contemporary applications such as healthcare, finance, robotics, and recommendation systems, continuous deployment of new policies for data collection and online learning is either cost ineffective or impractical…
Recommendation Systemsreinforcement-learningReinforcement Learning (RL)Uncertainty Quantification